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Sample Run

Harmonic Patterns

ES 15m · Crab · 2020-2024 · ES

Backtest results model slippage, fills, and commissions, but cannot fully replicate live market conditions. Past performance does not guarantee future results.

Net P&L

-$1,315.25

Max Drawdown %

1.54%

Profit Factor

0.43

Win Rate

42.86%

Sharpe Ratio

-0.43

Total Trades

7

Monthly Returns

Net P&L by calendar month. Helps spot strategies that ride one or two great periods vs. those that compound steadily.

JanFebMarAprMayJunJulAugSepOctNovDecYear
2020
·
·
·
·
·
·
·
-310
·
·
·
·
-310
2021
·
·
385
·
·
·
·
158
·
-737
·
·
-194
2022
·
·
·
·
·
·
·
·
-745
445
·
·
-300
2023
·
·
·
·
·
·
·
·
-512
·
·
·
-512

Detailed Metrics

Sharpe Ratio

-0.43

Sortino Ratio

-0.48

Profit Factor

0.43

Avg Win / Avg Loss

0.57

Avg Winner

$329.42

Avg Loser

-$575.88

Expectancy

-$187.89

Recovery Factor

-0.85

Max Drawdown ($)

$1,548.50

Max Drawdown (%)

1.54%

Max DD ($) Trough

783d

Max DD ($) Recovery

Not yet recovered

Max DD (%) Trough

783d

Max DD (%) Recovery

Not yet recovered

Commission

$19.25

Winning / Losing

3 / 4

Total Orders

22

Configuration

Strategy

Harmonic Patterns

Contracts

ES

Timeframe

15m

Date Range

Jan 1, 2020 - Dec 31, 2024

Initial Capital

$100,000.00

Slippage Model

Realistic

Parameters

Pattern

Crab

Strictness

Balanced

Contracts per trade

1

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Streaks

Max Consecutive Wins

2

Max Consecutive Losses

2

Avg Consecutive Wins

1.5

Avg Consecutive Losses

1.3

Median Consecutive Wins

1.5

Median Consecutive Losses

1

Daily Performance

Tradeable Days

1,295

Days Traded

7

Profitable Days

3

Daily Win Rate

42.86%

Avg Daily Return

-$187.89

Std Dev Daily

$475.13

Max Daily Return

$445.25

Min Daily Return

-$745.25

Max EOD Drawdown

$1,548.50

Per-Trade P&L Distribution

Spread of single-trade outcomes. Wide tails on the right reveal whether the strategy depends on a few large winners.

012-$750-$550-$350-$150$50$250$450

Daily P&L Distribution

Spread of net P&L per trading day. A flat right tail means consistency; a single large positive bin means luck.

012-$750-$550-$350-$150$50$250$450

Streak Distribution

How often each consecutive win or loss run occurred. Long bars on either side hint at clustered streaks.

Wins
Losses
112212

Recent Daily P&L

Last 7 trading days, oldest top-left to newest bottom-right. Brighter green for bigger winning days, brighter red for bigger losing days.

3W / 4L

Orders

22 orders generated by this run.

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